| Trading Metrics calculated at close of trading on 29-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2020 |
29-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3,291.00 |
3,348.75 |
57.75 |
1.8% |
3,314.50 |
| High |
3,351.25 |
3,363.00 |
11.75 |
0.4% |
3,326.25 |
| Low |
3,287.50 |
3,316.50 |
29.00 |
0.9% |
3,198.00 |
| Close |
3,346.00 |
3,333.75 |
-12.25 |
-0.4% |
3,287.25 |
| Range |
63.75 |
46.50 |
-17.25 |
-27.1% |
128.25 |
| ATR |
71.36 |
69.58 |
-1.78 |
-2.5% |
0.00 |
| Volume |
1,495,804 |
1,326,597 |
-169,207 |
-11.3% |
10,038,060 |
|
| Daily Pivots for day following 29-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,477.25 |
3,452.00 |
3,359.25 |
|
| R3 |
3,430.75 |
3,405.50 |
3,346.50 |
|
| R2 |
3,384.25 |
3,384.25 |
3,342.25 |
|
| R1 |
3,359.00 |
3,359.00 |
3,338.00 |
3,348.50 |
| PP |
3,337.75 |
3,337.75 |
3,337.75 |
3,332.50 |
| S1 |
3,312.50 |
3,312.50 |
3,329.50 |
3,302.00 |
| S2 |
3,291.25 |
3,291.25 |
3,325.25 |
|
| S3 |
3,244.75 |
3,266.00 |
3,321.00 |
|
| S4 |
3,198.25 |
3,219.50 |
3,308.25 |
|
|
| Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,655.25 |
3,599.50 |
3,357.75 |
|
| R3 |
3,527.00 |
3,471.25 |
3,322.50 |
|
| R2 |
3,398.75 |
3,398.75 |
3,310.75 |
|
| R1 |
3,343.00 |
3,343.00 |
3,299.00 |
3,306.75 |
| PP |
3,270.50 |
3,270.50 |
3,270.50 |
3,252.50 |
| S1 |
3,214.75 |
3,214.75 |
3,275.50 |
3,178.50 |
| S2 |
3,142.25 |
3,142.25 |
3,263.75 |
|
| S3 |
3,014.00 |
3,086.50 |
3,252.00 |
|
| S4 |
2,885.75 |
2,958.25 |
3,216.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,363.00 |
3,198.00 |
165.00 |
4.9% |
73.75 |
2.2% |
82% |
True |
False |
1,755,232 |
| 10 |
3,419.50 |
3,198.00 |
221.50 |
6.6% |
73.50 |
2.2% |
61% |
False |
False |
1,968,981 |
| 20 |
3,576.25 |
3,198.00 |
378.25 |
11.3% |
82.50 |
2.5% |
36% |
False |
False |
1,334,476 |
| 40 |
3,576.25 |
3,198.00 |
378.25 |
11.3% |
58.25 |
1.7% |
36% |
False |
False |
669,333 |
| 60 |
3,576.25 |
3,095.00 |
481.25 |
14.4% |
56.50 |
1.7% |
50% |
False |
False |
446,787 |
| 80 |
3,576.25 |
2,916.50 |
659.75 |
19.8% |
62.50 |
1.9% |
63% |
False |
False |
335,607 |
| 100 |
3,576.25 |
2,745.75 |
830.50 |
24.9% |
62.75 |
1.9% |
71% |
False |
False |
268,819 |
| 120 |
3,576.25 |
2,694.25 |
882.00 |
26.5% |
64.75 |
1.9% |
73% |
False |
False |
224,266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,560.50 |
|
2.618 |
3,484.75 |
|
1.618 |
3,438.25 |
|
1.000 |
3,409.50 |
|
0.618 |
3,391.75 |
|
HIGH |
3,363.00 |
|
0.618 |
3,345.25 |
|
0.500 |
3,339.75 |
|
0.382 |
3,334.25 |
|
LOW |
3,316.50 |
|
0.618 |
3,287.75 |
|
1.000 |
3,270.00 |
|
1.618 |
3,241.25 |
|
2.618 |
3,194.75 |
|
4.250 |
3,119.00 |
|
|
| Fisher Pivots for day following 29-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,339.75 |
3,317.50 |
| PP |
3,337.75 |
3,301.00 |
| S1 |
3,335.75 |
3,284.75 |
|